Fugazi often played non-traditional venues in thier home town of Washington, D.C.
And in other locales, too. I saw them at a church in Harvard Square, Cambridge, Mass. in 1989. At the time there were a dozen clubs in the Boston area that could have gladly hosted the band (TT the Bears, the Channel, the Rat, Bunratties, etc) but at the time Fugazi had this thing -- I think dating from MacKaye's Minor Threat days -- about only doing shows where kids could see them for $5, without age restrictions. No clubs could go that low, or insisted on 21+, so Fugazi did the show at the church.
It was an awesome show.